Inspired by certain recent extensions of the Euler’s beta, Gaus hypergeometric and confluent hypergeometric functions (Choi et al. in Honam Math 36(2):339–367, 2014), we introduce (p, q)-extended Bessel function \(J_{\nu ,p,q}\), the (p, q)-extended modified Bessel function \(I_{\nu ,p,q}\) of the first kind of order \(\nu \) by making use two additional parameters in the integrand, as well as the (p, q)-extended Struve \(\mathbf{H}_{\nu ,p,q}\) and the modified Struve \(\mathbf{L}_{\nu ,p,q}\) functions. Systematic investigation of its properties, among others integral representations, bounding inequalites Mellin transforms (for all newly defined Bessel and Struve functions), complete monotonicity, Turan type inequality, associated non-homogeneous differential-difference equations (exclusively for extended Bessel functions) are presented. Brief presentation of another members of Bessel functions family: spherical, ultraspherical, Delerue hyper-Bessel and their modified counterparts and the Wright generalized Bessel function with links to their (p, q)-extensions are proposed.